Tests of Rank in Reduced-rank Regression Models


Type of Activity:

Other Journal Article

Title:

Tests of Rank in Reduced-rank Regression Models

NIESR Author 1:

Martin Weale

External Authors:

Cambia-Mendez, G. Kapetanios, G. Smith, R.

Journal name:

Journal of Business Economics and Statistics

Volume of Journal:

21

Number of Journal:

Pages in Journal:

145- 155

Date:

Wednesday, 1st January, 2003

JEL Classification:

Keywords:

External Web Link:

Link to PDF file of full version:

Notes / Summary / Abstract:

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